Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees.
François-Xavier BriolChris J. OatesMark A. GirolamiMichael A. OsbornePublished in: NIPS (2015)
Keyphrases
- theoretical guarantees
- posterior probability
- bayesian networks
- worst case
- data driven
- generative model
- decision theory
- probabilistic model
- maximum likelihood
- bregman divergences
- fourier transform
- generalized em algorithm
- amplitude modulation
- policy iteration
- prior probabilities
- conditional probabilities
- information theoretic
- least squares
- lower bound